Equity and derivative market risk amalyst Interview - Risk Management
(if volatility was infinite in BS model what would be the value of the option?
Options spreads, real-time risk management of margin accounts.
Some questions about greeks like delta, gamma, vega theta, rho.
Options trading question was asked to see if you have options trading experience and understanding of how to manage an options portfolio.
They asked about what sort of projects did I do and did u make any sort of own models. Describe VaR in simple terms. And also walk me through the VaR historical simulations. and also MC simulation.
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